-39.0%
U vs VFC
-78.1%
+39.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.1% |
| 7D | -3.8% | -1.6% | -2.2% | -3.1% |
| 30D | +17.5% | -11.6% | +29.1% | +24.2% |
| 3M | +38.7% | -18.1% | +56.8% | +50.0% |
| 6M | +104.4% | -27.4% | +131.8% | +132.5% |
| YTD | -5.7% | -24.8% | +19.1% | +5.6% |
| 1Y | +3.7% | -8.2% | +11.9% | +3.7% |
| 3Y | +12.3% | -29.1% | +41.4% | +8.8% |
| 5Y | -68.8% | -79.2% | +10.3% | -42.1% |
| All | -39.0% | -78.1% | +39.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling